DAX Liquidity

Discussion in 'Index Futures' started by booyah, Aug 13, 2007.

  1. booyah

    booyah

    Hi,

    I couldnt find an answer to this in the forums. So for a person living in the U.S. (Eastern Time Zone) when is the best time trade the DAX futures. I've been told the E-mini's don't move as well in the afterhours so is the same true for the DAX.

    If anyone lives in the East Coast U.S. what time do you feel you get the best fills/price action for the DAX ? Or its all good during normal German trading hours ?

    Please Advise.

    Thanks !
     
  2. BKuerbs

    BKuerbs

    The screen shot shows the intraday seasonality of the FDAX averaged over the last 5 days.

    The averages are calculated per hour. The average range is quoted in FDAX points while the average volume (per hour) is quoted in % of the daily volume.

    "9:00" means the hour ending at 9:00 local time, add 6 hours to get EST.

    The stock market trades from 9:00 - 17:30 local time.

    Regards

    Bernd Kuerbs
     
  3. Bernd, some decent analysis of FDAX movements...!! :p
     
  4. booyah

    booyah

    Thanks for the Volume info !

    Does anyone else trade the DAX in the wee hours of the morning in EST time zone ?
     
  5. RedDuke

    RedDuke

    I live in New York and trade DAX. The wake up call is at 2:30am, I mostly trade it 3am-6am , sometimes to 7am when there is action.

    Schedule wise, the best off hours markets for east coast are Asian markets, and I was trading Heng Sang for a while, but it is a bit too thin, and with recent volatility bacame basically untradable.

    So, I am back to DAX.

    I am still hoping for CFTC approval for South Korea KOSPI index, which is volatile and very liquid, but so far it is still pending.

    Regards,
    redduke